NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 3.153 3.188 0.035 1.1% 3.122
High 3.207 3.203 -0.004 -0.1% 3.245
Low 3.134 3.147 0.013 0.4% 3.090
Close 3.201 3.154 -0.047 -1.5% 3.217
Range 0.073 0.056 -0.017 -23.3% 0.155
ATR 0.065 0.065 -0.001 -1.0% 0.000
Volume 26,456 20,472 -5,984 -22.6% 108,319
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.336 3.301 3.185
R3 3.280 3.245 3.169
R2 3.224 3.224 3.164
R1 3.189 3.189 3.159 3.179
PP 3.168 3.168 3.168 3.163
S1 3.133 3.133 3.149 3.123
S2 3.112 3.112 3.144
S3 3.056 3.077 3.139
S4 3.000 3.021 3.123
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 3.649 3.588 3.302
R3 3.494 3.433 3.260
R2 3.339 3.339 3.245
R1 3.278 3.278 3.231 3.309
PP 3.184 3.184 3.184 3.199
S1 3.123 3.123 3.203 3.154
S2 3.029 3.029 3.189
S3 2.874 2.968 3.174
S4 2.719 2.813 3.132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.245 3.134 0.111 3.5% 0.065 2.1% 18% False False 20,301
10 3.245 3.017 0.228 7.2% 0.075 2.4% 60% False False 23,876
20 3.245 2.919 0.326 10.3% 0.064 2.0% 72% False False 19,515
40 3.245 2.660 0.585 18.5% 0.061 1.9% 84% False False 15,978
60 3.245 2.653 0.592 18.8% 0.056 1.8% 85% False False 14,236
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.441
2.618 3.350
1.618 3.294
1.000 3.259
0.618 3.238
HIGH 3.203
0.618 3.182
0.500 3.175
0.382 3.168
LOW 3.147
0.618 3.112
1.000 3.091
1.618 3.056
2.618 3.000
4.250 2.909
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 3.175 3.182
PP 3.168 3.172
S1 3.161 3.163

These figures are updated between 7pm and 10pm EST after a trading day.

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